NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 24-Sep-2013

Day Change Summary
	Previous	Current
	23-Sep-2013	24-Sep-2013	Change	Change %	Previous Week
Open	103.83	102.51	-1.32	-1.3%	105.59
High	104.07	102.88	-1.19	-1.1%	106.68
Low	102.23	101.59	-0.64	-0.6%	103.02
Close	102.72	102.48	-0.24	-0.2%	103.71
Range	1.84	1.29	-0.55	-29.9%	3.66
ATR	1.94	1.90	-0.05	-2.4%	0.00
Volume	115,511	102,853	-12,658	-11.0%	465,818

Daily Pivots for day following 24-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.19	105.62	103.19
R3	104.90	104.33	102.83
R2	103.61	103.61	102.72
R1	103.04	103.04	102.60	102.68
PP	102.32	102.32	102.32	102.14
S1	101.75	101.75	102.36	101.39
S2	101.03	101.03	102.24
S3	99.74	100.46	102.13
S4	98.45	99.17	101.77

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	115.45	113.24	105.72
R3	111.79	109.58	104.72
R2	108.13	108.13	104.38
R1	105.92	105.92	104.05	105.20
PP	104.47	104.47	104.47	104.11
S1	102.26	102.26	103.37	101.54
S2	100.81	100.81	103.04
S3	97.15	98.60	102.70
S4	93.49	94.94	101.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.68	101.59	5.09	5.0%	2.03	2.0%	17%	False	True	105,908
10	106.68	101.59	5.09	5.0%	1.79	1.7%	17%	False	True	91,632
20	109.70	101.59	8.11	7.9%	2.05	2.0%	11%	False	True	83,706
40	109.70	99.65	10.05	9.8%	1.83	1.8%	28%	False	False	75,626
60	109.70	93.94	15.76	15.4%	1.74	1.7%	54%	False	False	79,413
80	109.70	90.69	19.01	18.5%	1.75	1.7%	62%	False	False	77,415
100	109.70	90.69	19.01	18.5%	1.76	1.7%	62%	False	False	73,122
120	109.70	85.52	24.18	23.6%	1.81	1.8%	70%	False	False	70,665

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	108.36
2.618	106.26
1.618	104.97
1.000	104.17
0.618	103.68
HIGH	102.88
0.618	102.39
0.500	102.24
0.382	102.08
LOW	101.59
0.618	100.79
1.000	100.30
1.618	99.50
2.618	98.21
4.250	96.11

Fisher Pivots for day following 24-Sep-2013
Pivot	1 day	3 day
R1	102.40	103.22
PP	102.32	102.97
S1	102.24	102.73

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These figures are updated between 7pm and 10pm EST after a trading day.

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